Description Value Author(s) See Also

A fitted semiparametric trivariate probit object returned by function `SemiParTRIV`

and of class "SemiParTRIV".

`fit` |
List of values and diagnostics extracted from the output of the algorithm. For instance, |

`gam1` |
Univariate fit for equation 1. See the documentation of |

`gam2, gam3, ...` |
Univariate fit for equation 2 and equations 3 and 4 (these are available when the dispersion and association parameters are modelled as functions of covariates). |

`coefficients` |
The coefficients of the fitted model. They are given in the following order: parametric and regression spline (if present) coefficients for the first equation, parametric and regression spline coefficients for the second equation, and dispersion parameter (or coefficients for the third equation) and association coefficient (or coefficients for the fourth equation). |

`weights` |
Prior weights used during model fitting. |

`sp` |
Estimated smoothing parameters of the smooth components. |

`iter.sp` |
Number of iterations performed for the smoothing parameter estimation step. |

`iter.if` |
Number of iterations performed in the initial step of the algorithm. |

`iter.inner` |
Number of iterations performed within the smoothing parameter estimation step. |

`theta` |
Estimated dependence parameter linking the two equations. |

`n` |
Sample size. |

`X1, X2, X3, ...` |
Design matrices associated with the linear predictors. |

`X1.d2, X2.d2, X3.d2, ...` |
Number of columns of |

`l.sp1, l.sp2, l.sp3, ...` |
Number of smooth components in the equations. |

`He` |
Penalized -hessian/Fisher. This is the same as |

`HeSh` |
Unpenalized -hessian/Fisher. |

`Vb` |
Inverse of |

`F` |
This is obtained multiplying Vb by HeSh. |

`t.edf` |
Total degrees of freedom of the estimated bivariate model. It is calculated as |

`edf1, edf2, edf3, ...` |
Degrees of freedom for the two equations of the fitted bivariate model (and for the third and fourth equations if present. They are calculated when splines are used. |

`bs.mgfit` |
List of values and diagnostics extracted from |

`conv.sp` |
If |

`wor.c` |
Working model quantities. |

`p111, p110,...` |
Model probabilities. |

`eta1, eta2, eta3, ...` |
Estimated linear predictors for the two equations (as well as the third and fourth equations if present). |

`y1, y2, y3` |
Responses of the two equations. |

`logLik` |
Value of the (unpenalized) log-likelihood evaluated at the (penalized or unpenalized) parameter estimates. |

`respvec` |
List containing response vectors. |

Maintainer: Giampiero Marra [email protected]

`SemiParTRIV`

, `summary.SemiParTRIV`

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